• According to the different structures and design, each product has its unique sensitivity to the factors like default intensity and default correlation.

    根据产品不同架构设计条款,每种产品对违约强度、违约相关性等变量敏感性是不尽相同的。

    youdao

  • And then, I compare the default intensity of two classes of bond, and compare the model efficiency of the model I use in this paper with that of a simple model.

    随后进行模型比较,假设违约强度常数,无担保企业债进行分析,比较两个模型的估计误差。

    youdao

  • Adjusted default ocean wave intensity from 10 to 8.

    调整后默认海洋强度108

    youdao

  • I used the default Settings once again, only thing I changed is the intensity, I set it from 1 to 0.75.

    再次使用默认设置惟一修改强度值,我1设0.75。

    youdao

  • A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.

    考虑企业债券违约风险的情形下,首先将违约看作具有不确定性的随机强度过程,对违约风险进行了建模

    youdao

  • A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.

    考虑企业债券违约风险的情形下,首先将违约看作具有不确定性的随机强度过程,对违约风险进行了建模

    youdao

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